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1
Fill an herb sachet bag with fennel seeds, anise seeds, parsley sprigs, thyme sprigs, star anise, and bay leaf.
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2
Discard fennel fronds, and cut fennel bulbs in half through the center. Cut each half into 3 wedges, yielding 6 pieces from each head.
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3
Place wedges in a large saucepan with herb sachet, wine, liqueur, vinegar, and 1/4 cup of the lemon juice; add water to cover fennel. Sprinkle with 1 tablespoon of the salt.
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4
Place a small plate on fennel to submerge fennel in liquid. Bring to a simmer over medium. Cook fennel until tender and translucent, 1 hour to 1 hour and 20 minutes. Remove from heat.
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5
Using a slotted spoon, transfer fennel wedges to a plate lined with paper towels. Reserve 1 cup of the cooking liquid. Let fennel cool to room temperature, about 20 minutes.
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6
Preheat oven to 400u00b0F with oven rack 8 inches from heat. Place reserved 1 cup fennel cooking liquid in a small saucepan over medium-high. Bring to a boil, and cook until reduced to 1/4 cup, about 13 minutes.
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7
Whisk together reduced fennel cooking liquid, lemon zest, olive oil, chopped parsley, chopped anchovies, and remaining 2 tablespoons lemon juice and 3/4 teaspoon salt.
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8
Place fennel in a 9- x 13-inch baking dish; drizzle with vinaigrette, and toss to coat. Evenly sprinkle with breadcrumbs and Parmigiano.
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9
Bake in preheated oven until bubbling, about 25 minutes. Increase temperature to broil. (Do not remove dish from oven.) Broil until top is lightly browned, 4 to 5 minutes.
